-47.1%
EOSE vs VIG
+16.9%
-64.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.5% | +11.3% | +12.5% |
| 7D | +19.0% | -0.4% | +19.5% | +20.8% |
| 30D | +1.6% | -1.0% | +2.5% | +5.5% |
| 3M | -52.0% | +2.8% | -54.7% | -56.1% |
| 6M | -42.5% | +8.2% | -50.7% | -56.1% |
| YTD | -66.1% | +11.0% | -77.2% | -76.9% |
| 1Y | -47.1% | +16.1% | -63.3% | -64.5% |
| All | -47.1% | +16.9% | -64.0% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling